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The limit order book on different time scales

Author(s):
  • Z. Eisler ( Budapest Univ. of Technology and Economics (Hungary) )
  • J. Kertesz ( Budapest Univ. of Technology and Economics (Hungary) and Helsinki Univ. of Technology (Finland) )
  • F. Lillo ( Univ. di Palermo (Italy) and Santa Fe Institute (USA) )
Publication title:
Noise and stochastics in complex systems and finance : 21-24 May 2007, Florence, Italy
Title of ser.:
Proceedings of SPIE - the International Society for Optical Engineering
Ser. no.:
6601
Pub. Year:
2007
Pub. info.:
Bellingham, Wash.: SPIE - The International Society of Optical Engineering
ISSN:
0277786X
ISBN:
9780819467386 [0819467383]
Language:
English
Call no.:
P63600/6601
Type:
Conference Proceedings

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